Hi everybody,In my case, I can't get all market's price of trading option when strike price is too far at out of money.How to get a implied volatility curve from incompleted data ? Which curve fitting method shall I take to apply for ?Thanks.Josh

Are you asking for an extrapolation method to get implied vols at extreme strikes? Why? At these strikes I would think that the market dynamics of supply and demand play a far more important role than any number generated by clever models/extrapolation methods. Having said that, take a look at the paper by Roger Lee on implied vols for extreme strikes. He proved the existence of an upper bound for the vols which has a 1-to-1 correspondence with the number of finite moments of the underlying. Not really answering your question though but I doubt a good answer exists anyway. Good luck!

An idea (but I do also think that there is no definitive good answer) : you calibrate a SV model (say Heston) on our observed smile. Using both Roger Lee's paper on extreme strikes and the paper by Andersen and Piterbarg on Moment explosions, you can determine the upper bounds for your implied vol.That's just a guess